CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0846 |
-0.0056 |
-0.5% |
1.0847 |
| High |
1.0915 |
1.0856 |
-0.0059 |
-0.5% |
1.0853 |
| Low |
1.0829 |
1.0766 |
-0.0063 |
-0.6% |
1.0644 |
| Close |
1.0856 |
1.0826 |
-0.0030 |
-0.3% |
1.0800 |
| Range |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0209 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
32,755 |
28,110 |
-4,645 |
-14.2% |
174,589 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.1046 |
1.0876 |
|
| R3 |
1.0996 |
1.0956 |
1.0851 |
|
| R2 |
1.0906 |
1.0906 |
1.0843 |
|
| R1 |
1.0866 |
1.0866 |
1.0834 |
1.0841 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0804 |
| S1 |
1.0776 |
1.0776 |
1.0818 |
1.0751 |
| S2 |
1.0726 |
1.0726 |
1.0810 |
|
| S3 |
1.0636 |
1.0686 |
1.0801 |
|
| S4 |
1.0546 |
1.0596 |
1.0777 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1305 |
1.0915 |
|
| R3 |
1.1184 |
1.1096 |
1.0857 |
|
| R2 |
1.0975 |
1.0975 |
1.0838 |
|
| R1 |
1.0887 |
1.0887 |
1.0819 |
1.0827 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0735 |
| S1 |
1.0678 |
1.0678 |
1.0781 |
1.0618 |
| S2 |
1.0557 |
1.0557 |
1.0762 |
|
| S3 |
1.0348 |
1.0469 |
1.0743 |
|
| S4 |
1.0139 |
1.0260 |
1.0685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0766 |
0.0170 |
1.6% |
0.0090 |
0.8% |
35% |
False |
True |
31,151 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0093 |
0.9% |
62% |
False |
False |
31,991 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0092 |
0.8% |
62% |
False |
False |
30,897 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0101 |
0.9% |
84% |
False |
False |
30,749 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0109 |
1.0% |
81% |
False |
False |
26,862 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0103 |
1.0% |
82% |
False |
False |
20,171 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0089 |
0.8% |
82% |
False |
False |
16,138 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0076 |
0.7% |
82% |
False |
False |
13,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1092 |
|
1.618 |
1.1002 |
|
1.000 |
1.0946 |
|
0.618 |
1.0912 |
|
HIGH |
1.0856 |
|
0.618 |
1.0822 |
|
0.500 |
1.0811 |
|
0.382 |
1.0800 |
|
LOW |
1.0766 |
|
0.618 |
1.0710 |
|
1.000 |
1.0676 |
|
1.618 |
1.0620 |
|
2.618 |
1.0530 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0851 |
| PP |
1.0816 |
1.0843 |
| S1 |
1.0811 |
1.0834 |
|